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The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take extended periods of time to provide new ratings and update…

Risk Management · Quantitative Finance 2020-07-15 Parisa Golbayani , Ionuţ Florescu , Rupak Chatterjee

Performance complementarity of solvers available to tackle black-box optimization problems gives rise to the important task of algorithm selection (AS). Automated AS approaches can help replace tedious and labor-intensive manual selection,…

Neural and Evolutionary Computing · Computer Science 2023-07-03 Ana Kostovska , Anja Jankovic , Diederick Vermetten , Sašo Džeroski , Tome Eftimov , Carola Doerr

Based on the maximum likelihood estimation principle, we derive a collaborative estimation framework that fuses several different estimators and yields a better estimate. Applying it to compressive sensing (CS), we propose a collaborative…

Information Theory · Computer Science 2018-04-20 Zhihui Zhu , Gang Li , Jiajun Ding , Qiuwei Li , Xiongxiong He

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…

Machine Learning · Statistics 2014-04-08 James Brofos

Accurately predicting stock market movements remains a formidable challenge due to the inherent volatility and complex interdependencies among stocks. Although multi-scale Graph Neural Networks (GNNs) hold potential for modeling these…

Machine Learning · Computer Science 2025-11-04 Xiaosha Xue , Peibo Duan , Zhipeng Liu , Qi Chu , Changsheng Zhang , Bin zhang

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

We study the problem of supervised learning a metric space under discriminative constraints. Given a universe $X$ and sets ${\cal S}, {\cal D}\subset {X \choose 2}$ of similar and dissimilar pairs, we seek to find a mapping $f:X\to Y$, into…

Computational Geometry · Computer Science 2019-03-20 Diego Ihara Centurion , Neshat Mohammadi , Anastasios Sidiropoulos

Mergers are an important aspect of galaxy formation and evolution. We aim to test whether deep learning techniques can be used to reproduce visual classification of observations, physical classification of simulations and highlight any…

Astrophysics of Galaxies · Physics 2019-06-12 W. J. Pearson , L. Wang , J. W. Trayford , C. E. Petrillo , F. F. S. van der Tak

Supervised learning is the workhorse for regression and classification tasks, but the standard approach presumes ground truth for every measurement. In real world applications, limitations due to expense or general in-feasibility due to the…

Computer Vision and Pattern Recognition · Computer Science 2019-09-11 Muhammad K A Hamdan , Daine T. Rover , Matthew J. Darr , John Just

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

Machine Learning · Computer Science 2014-10-24 Jingbo Shang , Tianqi Chen , Hang Li , Zhengdong Lu , Yong Yu

In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional…

Robotics · Computer Science 2015-02-09 Lucas Janson , Edward Schmerling , Ashley Clark , Marco Pavone

Diffusion models provide a powerful way to incorporate complex prior information for solving inverse problems. However, existing methods struggle to correctly incorporate guidance from conflicting signals in the prior and measurement, and…

Machine Learning · Computer Science 2025-10-07 Shaorong Zhang , Rob Brekelmans , Yunshu Wu , Greg Ver Steeg

Canonical distances such as Euclidean distance often fail to capture the appropriate relationships between items, subsequently leading to subpar inference and prediction. Many algorithms have been proposed for automated learning of suitable…

Machine Learning · Statistics 2020-08-24 Tyler M. Tomita , Joshua T. Vogelstein

This paper introduces some tools from graph theory and distributed consensus algorithms to construct an optimal, yet robust, hierarchical information sharing structure for large-scale decision making and control problems. The proposed…

Systems and Control · Computer Science 2012-08-16 Amir Noori

Message-passing algorithms have emerged as powerful techniques for approximate inference in graphical models. When these algorithms converge, they can be shown to find local (or sometimes even global) optima of variational formulations to…

Artificial Intelligence · Computer Science 2012-05-14 Talya Meltzer , Amir Globerson , Yair Weiss

Strategic planning in a corporate environment is often based on experience and intuition, although internal data is usually available and can be a valuable source of information. Predicting merger & acquisition (M&A) events is at the heart…

Applications · Statistics 2022-04-26 Kainat Khowaja , Danial Saef , Sergej Sizov , Wolfgang Karl Härdle

In this paper, we introduce a novel method for merging the weights of multiple pre-trained neural networks using a genetic algorithm called MeGA. Traditional techniques, such as weight averaging and ensemble methods, often fail to fully…

Neural and Evolutionary Computing · Computer Science 2024-07-01 Daniel Yun

The accurate assessment of fish stocks is crucial for sustainable fisheries management. However, existing statistical stock assessment models can have low forecast performance of relevant stock parameters like recruitment or spawning stock…

Machine Learning · Computer Science 2023-08-08 Stefan Lüdtke , Maria E. Pierce

Efficient Maximum Inner Product Search (MIPS) is an important task that has a wide applicability in recommendation systems and classification with a large number of classes. Solutions based on locality-sensitive hashing (LSH) as well as…

Machine Learning · Computer Science 2015-12-01 Alex Auvolat , Sarath Chandar , Pascal Vincent , Hugo Larochelle , Yoshua Bengio
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